Strategy Tester Report
Profit Generator
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 30 Minutes (M30) 2006.06.01 00:00 - 2006.06.10 00:00 (2006.06.01 - 2006.06.10) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | MaxTrades=1; lots=1; stoploss=40; takeprofit=30; UseHourTrade=false; FromHourTrade=8; ToHourTrade=18; | ||||
| Bars in test | 14345 | Ticks modelled | 40144 | Modelling quality | 90.00% |
| Initial deposit | 5000.00 | ||||
| Total net profit | -543.93 | Gross profit | 455.22 | Gross loss | -999.15 |
| Profit factor | 0.46 | Expected payoff | -67.99 | ||
| Absolute drawdown | 604.45 | Maximal drawdown (%) | 680.14 (13.4%) | ||
| Total trades | 8 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 6 (33.33%) |
| Profit trades (% of total) | 3 (37.50%) | Loss trades (% of total) | 5 (62.50%) | ||
| Largest | profit trade | 152.44 | loss trade | -227.09 | |
| Average | profit trade | 151.74 | loss trade | -199.83 | |
| Maximum | consecutive wins (profit in money) | 2 (302.78) | consecutive losses (loss in money) | 3 (-680.14) | |
| Maximal | consecutive profit (count of wins) | 302.78 (2) | consecutive loss (count of losses) | -680.14 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.06.01 04:42 | buy | 1 | 1.00 | 1.2790 | 1.2748 | 1.2818 | ||
| 2 | 2006.06.01 14:10 | s/l | 1 | 1.00 | 1.2748 | 1.2748 | 1.2818 | -227.09 | 4772.91 |
| 3 | 2006.06.02 13:43 | buy | 2 | 1.00 | 1.2817 | 1.2775 | 1.2845 | ||
| 4 | 2006.06.02 15:30 | t/p | 2 | 1.00 | 1.2845 | 1.2775 | 1.2845 | 151.39 | 4924.30 |
| 5 | 2006.06.02 15:31 | buy | 3 | 1.00 | 1.2881 | 1.2839 | 1.2909 | ||
| 6 | 2006.06.02 15:43 | t/p | 3 | 1.00 | 1.2909 | 1.2839 | 1.2909 | 151.39 | 5075.69 |
| 7 | 2006.06.02 16:05 | sell | 4 | 1.00 | 1.2922 | 1.2964 | 1.2894 | ||
| 8 | 2006.06.05 10:27 | s/l | 4 | 1.00 | 1.2964 | 1.2964 | 1.2894 | -225.96 | 4849.73 |
| 9 | 2006.06.05 10:43 | buy | 5 | 1.00 | 1.2964 | 1.2922 | 1.2992 | ||
| 10 | 2006.06.05 21:43 | s/l | 5 | 1.00 | 1.2922 | 1.2922 | 1.2992 | -227.09 | 4622.64 |
| 11 | 2006.06.06 15:13 | buy | 6 | 1.00 | 1.2857 | 1.2815 | 1.2885 | ||
| 12 | 2006.06.06 17:47 | s/l | 6 | 1.00 | 1.2815 | 1.2815 | 1.2885 | -227.09 | 4395.55 |
| 13 | 2006.06.06 19:10 | sell | 7 | 1.00 | 1.2828 | 1.2870 | 1.2800 | ||
| 14 | 2006.06.07 09:30 | t/p | 7 | 1.00 | 1.2800 | 1.2870 | 1.2800 | 152.44 | 4547.99 |
| 15 | 2006.06.09 17:41 | buy | 8 | 1.00 | 1.2656 | 1.2614 | 1.2684 | ||
| 16 | 2006.06.09 22:59 | close at stop | 8 | 1.00 | 1.2639 | 1.2614 | 1.2684 | -91.92 | 4456.07 |